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  1. Probability Theory and Stochastic Processes - Dave Rusin; The Mathematical Atlas
    A short article designed to provide an introduction to probability theory: enumerative combinatorial analysis when applied to finite sets; thus the techniques and results resemble those of discrete mathematics. The theory comes into its own when considering infinite sets of possible outcomes. This requires much measure theory (and a careful interpretation of results). More analysis enters with the study of distribution functions, and limit theorems implying central tendencies. Applications to repeated transitions or transitions over time lead to Markov processes and stochastic processes. Probability concepts are applied across mathematics when considering random structures, and in particular lead to good algorithms in some settings even in pure mathematics. History; applications and related fields and subfields; textbooks, reference works, and tutorials; software and tables; other web sites with this focus. more>>

  2. Stochastic Analysis Digest - Carmona & Durrett, Moderators; Princeton University
    Stochastic Analysis Digest provides conference information and publication announcements in the areas of probability, stochastic analysis, statistics and related fields. It has a section on open positions and is considering adding an open discussion section and including research announcements (available with abstracts as HTML and/or PostScript documents). Back issues are archived on the Web. more>>

  All Sites - 40 items found, showing 1 to 40

  1. Applets for "Random Signals and Noise" - G. Tong Zhou, Georgia Institute of Technology
    Eleven Java applets to experiment with: the relative frequency approach to probability; random variables from known distributions; random variables from user-defined distributions; the Central Limit theorem; consistency of the sample mean estimator; select ...more>>

  2. Applied Probability Journals - Applied Probability Trust (APT)
    The Journal of Applied Probability and Advances in Applied Probability are published by Applied Probability Trust. Together they provide a forum for original research and reviews in applied probability, mapping the development of probability theory and ...more>>

  3. The Applied Probability Trust (APT) - University of Sheffield School of Mathematics and Statistics (SoMaS)
    Non-profit foundation for study and research in the mathematical sciences. It publishes research journals, a student magazine and occasional special volumes. The APT has been associated with the University of Sheffield School of Mathematics and Statistics ...more>>

  4. Books: Professional & Technical: Professional Science: Mathematics - Amazon.com
    Browse bestselling math books from the Professional and Technical Bookstore at Amazon.com, in such categories as Applied; Chaos & Systems; Geometry & Topology; Mathematical Analysis; Mathematical Physics; Number Systems; Pure Mathematics; Transformations; ...more>>

  5. Center for Applied Probability (CAP) - C. Heyde; Columbia University
    An umbrella organization under which diverse research and educational activities in probability and its applications are focused and supported, especially at Columbia University, but with a view to local, national, and international visibility. In addition ...more>>

  6. C++ Simulator of a Turing Machine - Alex Vinokur
    A program that simulates the deterministic and nondeterministic multitape Turing Machine. The following demo Turing machines are demonstrated with using the C++ Simulator: an addition program deterministic, 1 tape), an addition program with marker (deterministic, ...more>>

  7. Discussiones Mathematicae - Borowiecki; Technical University of Zielona Góra, Poland
    Four journals: Differential Inclusions, Control and Optimization; General Algebra and Applications; Graph Theory; and Probability and Statistics. Information for each journal includes a general description, subscription information, list of editors, ...more>>

  8. Downloadable Preprints - Dept. of Applied Mathematics and Statistics, Stony Brook
    Abstracts of papers (1991-) written by faculty and students in the department. Complete papers are available in PostScript, and can be downloaded from this site. They are also available via anonymous ftp. Recent Ph.D. Theses are also available. ...more>>

  9. Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications - Pierre Del Moral
    Description of a published book on Feynman-Kac path measures and their genealogical and interacting particle interpretations, with a range of applications including statistical physics, biology, and advanced engineering sciences. The site features PostScript ...more>>

  10. A Gamma Process - Charlie Geyer
    An applet that draws a Gamma process, a stochastic process with independent increments. ...more>>

  11. Home Page of Persi Diaconis - Persi Diaconis
    Download PDF and PostScript papers, organized by co-author or by year of publication, such as Asymmetric one-dimensional constrained Ising model; Random walk on trees and matchings; and Mathematical developments from the analysis of Riffle-shuffling. ...more>>

  12. Homepage & Papers - Dr. Peter Singer
    Dr. Singer is associated with the MeVis-Center for Diagnostic Systems and Medical Visualization at the Univ. of Bremen, Germany. His interests and publications include: mathematics of finance; Fourier analysis; fractals; medical image processing; stochastic ...more>>

  13. Hopfield Net for 8-Queens Problem - Yuri Pryadkin
    Given a standard chessboard and 8 chess queens, place them on the board so that no queen is on the line of attack of any other queen. The author's applet finds solutions to the general problem, with N queens on the NxN board. Tips and analysis of the ...more>>

  14. Introduction to Stochastic Search and Optimization - James C. Spall
    Estimation, Simulation, and Control. A site in support of the book: Spall, J. C. (2003), Introduction to Stochastic Search and Optimization, Wiley, Hoboken, NJ. The site includes software, PowerPoint slides, and related information for reseach and educational ...more>>

  15. Journal of Computational Analysis and Applications - George Anastassiou, Ed. Raymond A. Clapsadle
    A peer-reviewed journal that publishes research articles from all subareas of Computational Mathematical Analysis, including: Applied Analysis, Applied Functional Analysis, Approximation Theory, Asymptotic Analysis, Difference Equations, Differential ...more>>

  16. Les Files d'attente (Line-ups) - D. Thiery, S. Jaeger
    Une modélisation des files d'attente dans la vie quotidienne, avec une simulation. This site is in French, but the Java applet allows anyone to simulate line-ups. ...more>>

  17. Math-Assist - Bernd Schultheiss
    Math shareware from Germany (English, French, and German versions are available) for secondary level or high school students and teachers. Math-Assist helps in solving most of the tasks of algebra, geometry, analysis, stochastics, and linear algebra. ...more>>

  18. MathGuide - Lower Saxony State and University Library, Göttingen (SUB), Germany
    An Internet-based subject gateway to scholarly relevant information in mathematics, with subject and source type catalogues, and a search engine. Resources are described and evaluated, new resources are continuously added, and already cataloged resources ...more>>

  19. Math Misery? - Manan Shah
    Blog that "aims to convey the general feeling that the majority of people have when it comes to working with mathematics... and bring awareness about what mathematics is and what mathematicians do." Posts, which date back to May, 2013, have included "Figuring ...more>>

  20. MathProf and PhysProf: Interactive and Dynamic Software for Mathematics and Physics - ReduSoft Ltd.
    MathProf is dynamic software, designed to display mathematical correlations in a very clear and simple way. The program covers the areas Analysis, Geometry, Algebra, Stochastics, and Vector algebra. For Windows. ...more>>

  21. A Nobel Formula - Keith Devlin (Devlin's Angle)
    The discovery of a single mathematical formula in 1970 led to this year's Nobel Prize for economics, shared between Stanford University professor of finance (emeritus) Myron Scholes and economist Robert C. Merton of Harvard University. The prize would ...more>>

  22. Parallel Applications in Statistics and Economics (PASE)
    Announcements of meetings, previous PASE workshops and where conference proceedings are published. Subjects: parallel algorithms and artificial neural networks; dynamical chaotic systems and fuzzy logic; stochastic optimization concepts; genetic algorithms ...more>>

  23. pLab: Random Number Generation - Peter Hellekalek; Mathematics Dept., University of Salzburg
    Results and links on this fundamental topic in stochastic simulation. RNGs are deterministic algorithms that produce numbers with certain distribution properties. Roughly speaking, these numbers should behave similar to realizations of independent, identically ...more>>

  24. Probability and Stochastic Processes - Elmer G. Wiens; Egwald Web Services Ltd.
    Theory, diagrams, and examples of probability distributions used in hypotheses testing; graphs of random walks; normal, gamma, chi-square, student-t, and F distributions. ...more>>

  25. Probability in the Engineering and Informational Sciences - Sheldon M. Ross, Ed.; Cambridge University Press
    A journal focusing on stochastic modelling in the physical and engineering sciences, with particular emphasis on queueing theory, reliability theory, inventory theory, simulation, stochastic control theory and probabilistic networks and graphs. Online ...more>>

  26. Random Walk Along a Line: A Simulation - David Sumner; University of South Carolina
    A Javascript simulation of a particle moving along a straight line with absorbing states at either end. Modifiable variables: length of the line, starting position of the particle, number of trials. The theoretical expected length of a walk with these ...more>>

  27. The RetroPsychoKinesis Project - Peter Moore and John Walker
    Retropsychokinesis (RPK) is the claimed ability of certain subjects to alter random data generated, but not examined, prior to the time the data are presented to the subject. Read about or run bell curve, clock face, or pendulum feedback programs (Java ...more>>

  28. Rick Durrett's Home Page - Rick Durrett
    Research in the general area of probability theory, and more specifically in stochastic spatial models and their applications to ecology and genetics. Publications organized into books and papers, as well as s3 (stochastic spatial simulator) and stochastic ...more>>

  29. RiskLab Toronto
    One of an international network of math laboratories in the field of risk modelling. Originally intended to model financial risk, the field has grown to encompass a number of other areas. Site provides summaries of the lab's research (including ...more>>

  30. Second International Conference on Matrix-Analytic Methods in Stochastic Models - Alfa, Chakravarthy
    Information about the Second International Conference on Matrix-Analytic Methods in Stochastic Models (1998). See also the First International Conference (1995) page. The proceedings are published as a book by Notable Publications, Inc. ...more>>

  31. Short Signal Harmonic Spectra and Approximation - Dmitriev E.V.
    The author writes: "Presently traditional ways to determine signal spectra are based on the expansion of functions in Fourier series or on their representation by Fourier integrals with applying a system of basis ORTHOGONAL functions. For the first time, ...more>>

  32. Southeast Applied Analysis Center (SAAC) - School of Mathematics, Georgia Tech
    A centralized location to coordinate activities in applied analysis in the Southeastern United States, fostering academic research, applied mathematical research in industrial settings, and educational innovations. The present departmental strengths ...more>>

  33. Statistics Education Research Journal (SERJ)
    SERJ is published jointly by the International Association for Statistical Education and the International Statistical Institute to encourage research activity, and to advance knowledge about student's attitudes, conceptions, and difficulties as regards ...more>>

  34. Statistics Resources - Econometrics - Forecasting - Resa Corporation
    Concepts, formulas, and online software of descriptive statistics, continuous distributions, econometrics, and time series analysis (forecasting). Descriptive statistics covered include central tendency, concentration; box plots; density trace; moments; ...more>>

  35. Stochastic Analysis - Vincent Delloume
    Links to sites related to financial mathematics: Introduction to stochastic analysis applied to finance, option pricing and risk management. ...more>>

  36. Stochastic Calculus Notes - Alan Bain
    A complete elementary introduction to stochastic integration with respect to continuous semimartingales. Download in postscript, DVI, or PDF format. ...more>>

  37. Stochastic Lab - Denis Kozyr
    Shareware and freeware math tools include the Smart Monte Carlo Excel add-in, the thirteen functions of which generate random numbers with a certain distribution using the Monte Carlo method; Archim, which graphs functions based on explicit parametric ...more>>

  38. Stochastic Programming FTP Archive - Cambridge University
    The Judge Institute: Research: Working papers and resources: Finance: FTP Archive. A set of WATSON pension fund management test problems, with random coefficients generated according to two different procedures - independent scenario generation and conditional ...more>>

  39. Taylor & Francis Mathematics Journals - Taylor & Francis Group
    A list of the mathematics journals published by Taylor & Francis Ltd. including links to the home page of each journal on the Taylor & Francis Web site. Journals listed: Applied Mathematical Finance; Linear and Multilinear Algebra; Applicable ...more>>

  40. Terry McConnell's Home Page - Terry McConnell, Mathematics Department, Syracuse University
    Download PDFs of tests given in McConnell's introductory calculus, Math 295. "Stuff" ranges from a remark on average velocity and an expository paper showing the details of how to derive the second order correction to the period of a plane pendulum using ...more>>

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